+553.0%
IMCG vs VT
+363.9%
+189.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -1.1% |
| 7D | -0.9% | -0.3% | -0.6% | -0.6% |
| 30D | -2.3% | -1.4% | -0.8% | -0.8% |
| 3M | -4.2% | -1.4% | -2.8% | -2.8% |
| 6M | +7.1% | +5.5% | +1.6% | +1.7% |
| YTD | +18.6% | +12.8% | +5.8% | +5.6% |
| 1Y | +17.2% | +15.4% | +1.7% | +2.0% |
| 3Y | +70.9% | +76.9% | -6.0% | -1.5% |
| 5Y | +30.6% | +60.4% | -29.8% | -16.2% |
| 10Y | +290.9% | +232.8% | +58.2% | +28.0% |
| All | +553.0% | +363.9% | +189.1% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling